+49.4%
SRE vs SBAC
-39.6%
+89.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | +1.8% | +0.6% | +1.1% | +1.6% |
| 30D | -3.0% | +5.5% | -8.5% | -4.4% |
| 3M | -7.3% | +3.1% | -10.3% | -8.3% |
| 6M | -11.9% | -7.0% | -4.9% | -10.8% |
| YTD | -7.9% | +0.5% | -8.4% | -9.3% |
| 1Y | -11.1% | +0.2% | -11.4% | -12.5% |
| 3Y | +24.8% | -7.4% | +32.2% | +23.6% |
| All | +49.4% | -39.6% | +89.0% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling